Arnold Schwarzenegger at the 1975 Mr. Olympia contest in Pretoria, South Africa. The Mr. Olympia has been held outside of the United States ten times since the contest was created in 1965. Promoters seem to have settled on Las Vegas as the contest has been held there since 1999. The Olympia has been held in New York the second most times and Columbus, Ohio has been the host for the third most times. The Arnold Classic, on the other hand, is hosted exclusively from Columbus, Ohio and has been since 1989 when Richard Gaspari won for the first time.